Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1979675.508 | 43290.5235 | -2022966.0315 | -2199985.6654 | -30219738.7133 | 28019753.0479 |
Total P&L (%) | -1979.6755 | 43.2905 | -2022.966 | -2199.9857 | -30219.7387 | 28019.753 |
Avg Daily Profit (%) | -1.0584 | 0.0231 | -1.0815 | 0 | 0 | 0.3019 |
Buy And Hold Return (%) | 8820.3824 | 8820.3824 | 8820.3824 | 8820.3824 | 8820.3824 | 8820.3824 |
Max Trade Drawdown | -2113867 | -148686 | -2082899 | -33959587 | -30932549 | -10130325 |
Profit Factor | 0.1997 | 1.1914 | 0.0999 | 0.9592 | 0.1764 | 2.6204 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 76 | 38 | 38 | 45 | 19 | 26 |
Losing Trades | 22 | 11 | 11 | 53 | 30 | 23 |
Profitability (%) | 77.551 | 77.551 | 77.551 | 45.9184 | 38.7755 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.0578 | 0.3449 | 0.0289 | 1.1298 | 0.2786 | 2.3181 |
Largest Winning Trade | 54169 | 54169 | 22626 | 32100079 | 1387919 | 32100079 |
Largest Losing Trade | -1325793 | -58515 | -1325793 | -13323978 | -13323978 | -7943435 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 12 | 13 | 11 | 30 | 23 | 34 |
Avg Bars in Losers | 114 | 102 | 126 | 39 | 39 | 39 |
Bars Traded | 3442 | 1637 | 1805 | 3442 | 1637 | 1805 |
Profit Streak | 52.4421 | 159.4421 | 0 | 0 | 0 | 103.9421 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576104 | -334297 | -577110 | -580437 | -585046 | 432234 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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